-99.1%
QID vs ESI
+318.1%
-417.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.1% |
| 7D | -7.1% | +5.5% | -12.7% | -3.0% |
| 30D | +12.6% | -7.8% | +20.4% | +8.7% |
| 3M | +14.2% | -15.0% | +29.3% | +5.2% |
| 6M | +6.2% | -24.9% | +31.1% | -6.8% |
| YTD | -21.8% | +33.2% | -55.0% | +8.3% |
| 1Y | -23.1% | +24.9% | -48.1% | +2.3% |
| 3Y | -71.3% | +77.8% | -149.1% | -42.2% |
| 5Y | -77.0% | +37.1% | -114.1% | -52.2% |
| All | -99.1% | +318.1% | -417.1% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling